Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-28 0.211145 0.226805 0.243528 0.262795 0.284480 0.308250 0.336438
2026-01-04 0.193675 0.214757 0.238413 0.267183 0.301588 0.341881 0.393362
2026-01-11 0.177549 0.201422 0.229197 0.264385 0.308499 0.363013 0.437213
2026-01-18 0.167674 0.193944 0.225474 0.266881 0.321068 0.391488 0.493454
2026-01-25 0.155026 0.181811 0.214686 0.259016 0.318933 0.399896 0.523093
2026-02-01 0.144184 0.171003 0.204529 0.250740 0.314930 0.404645 0.547346
2026-02-08 0.137353 0.164729 0.199583 0.248709 0.318903 0.420571 0.590268
2026-02-15 0.134187 0.162884 0.200154 0.253998 0.333419 0.453281 0.665176
2026-02-22 0.129299 0.158421 0.196837 0.253429 0.339067 0.472767 0.720979
2026-03-01 0.124524 0.153815 0.192983 0.251689 0.342594 0.488999 0.773672
2026-03-08 0.119496 0.148597 0.187951 0.247795 0.342289 0.498614 0.815309
2026-03-15 0.114700 0.143467 0.182756 0.243266 0.340490 0.505292 0.852133
2026-03-22 0.112505 0.141923 0.182685 0.246661 0.352174 0.537799 0.952643
2026-03-29 0.111037 0.141308 0.183887 0.252055 0.367670 0.579527 1.086569
2026-04-05 0.107657 0.137813 0.180660 0.250188 0.370401 0.597081 1.167386
2026-04-12 0.105721 0.136299 0.180279 0.252834 0.381312 0.632523 1.307339
2026-04-19 0.101410 0.131165 0.174205 0.245754 0.373873 0.628742 1.335733
2026-04-26 0.097231 0.126093 0.168032 0.238188 0.364975 0.620839 1.350161
2026-05-03 0.094716 0.123383 0.165365 0.236348 0.366681 0.636360 1.443296
2026-05-10 0.093979 0.123262 0.166661 0.241261 0.381674 0.684027 1.664573
2026-05-17 0.092017 0.121235 0.164882 0.240744 0.385957 0.707397 1.812303
2026-05-24 0.089914 0.118927 0.162563 0.239139 0.387897 0.725380 1.949347
2026-05-31 0.087479 0.116041 0.159219 0.235538 0.385458 0.732039 2.043269